PCS vs. PUSH
PCS (PGIM Corporate Bond 0-5 Year ETF) and PUSH (PGIM Ultra Short Municipal Bond ETF) are both exchange-traded funds - PCS is a Corporate Bonds fund actively managed by PGIM, while PUSH is a Municipal Bonds fund actively managed by PGIM. Both are actively managed. Over the past year, PCS returned 3.68% vs 3.05% for PUSH. Their 0.26 correlation means their historical movements had little consistent relationship. PCS charges 0.20%/yr vs 0.15%/yr for PUSH.
Performance
PCS vs. PUSH - Performance Comparison
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Returns By Period
In the year-to-date period, PCS achieves a 1.43% return, which is significantly lower than PUSH's 1.56% return.
PCS
- 1D
- -0.04%
- 1M
- -0.20%
- 6M
- 1.06%
- YTD
- 1.43%
- 1Y
- 3.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
PUSH
- 1D
- 0.01%
- 1M
- 0.02%
- 6M
- 1.03%
- YTD
- 1.56%
- 1Y
- 3.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $33.09K | $30.68K | $31.15K | |
| $1.06M | $1.02M | $945.33K |
PCS vs. PUSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PCS PGIM Corporate Bond 0-5 Year ETF | 1.43% | 2.22% |
PUSH PGIM Ultra Short Municipal Bond ETF | 1.56% | 1.71% |
Correlation
The correlation between PCS and PUSH is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 1, 2025 | 0.26 |
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Return for Risk
PCS vs. PUSH — Risk / Return Rank
PCS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PUSH
PCS vs. PUSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Corporate Bond 0-5 Year ETF (PCS) and PGIM Ultra Short Municipal Bond ETF (PUSH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PCS | PUSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.59 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.59 | — |
| Martin ratioReturn relative to average drawdown | — | 16.23 | — |
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Drawdowns
PCS vs. PUSH - Drawdown Comparison
The maximum PCS drawdown since its inception was -1.12%, which is greater than PUSH's maximum drawdown of -0.85%. Use the drawdown chart below to compare losses from any high point for PCS and PUSH.
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Drawdown Indicators
| PCS | PUSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.12% | -0.85% | -0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.12% | -0.50% | -0.62% |
Current DrawdownCurrent decline from peak | -0.20% | -0.11% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -0.14% | -0.10% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.20% | — |
Volatility
PCS vs. PUSH - Volatility Comparison
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Volatility by Period
| PCS | PUSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.25% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.58% | 1.52% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.58% | 1.27% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.58% | 1.27% | +0.31% |
PCS vs. PUSH - Expense Ratio Comparison
PCS has a 0.20% expense ratio, which is higher than PUSH's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
PCS vs. PUSH - Dividend Comparison
PCS's dividend yield for the trailing twelve months is around 4.78%, more than PUSH's 3.49% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
PCS PGIM Corporate Bond 0-5 Year ETF | 4.78% | 1.92% | 0.00% |
PUSH PGIM Ultra Short Municipal Bond ETF | 3.17% | 3.45% | 1.86% |
Frequently Asked Questions
PCS and PUSH have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, PCS leads with 3.68% vs 3.05% for PUSH. On fees, PUSH is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, PCS has performed better with a 3.68% return vs 3.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PUSH is cheaper with a 0.15% expense ratio, compared with 0.20% for PCS.
PCS has the higher dividend yield at 4.78%, compared with 3.17% for PUSH.
PCS is categorized as Corporate Bonds, while PUSH is Municipal Bonds. Their fees differ too: 0.20% for PCS and 0.15% for PUSH.
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